Optimization: principles and algorithms, by Michel Bierlaire
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List of Octave codes related to Chapter 15 of [1]. More...

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file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1503mcKinnon.m
 $f(x)=\left\{ \begin{array}{ll} 360 x_1^2 + x_2 + x_2^2&\text{if } x_1 \leq 0 \\ 6x_1^2 + x_2 + x_2^2 & \text{if } x_1 \geq 0. \end{array}\right.$
 
file  nelderMead.m
 Algorithm 15.1: Nelder-Mead algorithm.
 
file  run1502nelderMead.m
 Runs example 15.2 illustrating the Nelder-Nead algorithm (Table 15.1)
 
file  run1503nelderMead.m
 Runs example 15.3 illustrating the Nelder-Nead algorithm (Table 15.2)
 
file  run1503torczon.m
 Runs example 15.3, the McKinnon example with Torczon's algorithm (Table 15.3)
 
file  torczon.m
 Algorithm 15.2: Torczon algorithm.
 

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List of Octave codes related to Chapter 15 of [1].

Copyright 2015-2016 Michel Bierlaire